+1,135.8%
URI vs TYL
+183.6%
+952.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +6.7% | +0.8% | +5.9% | +6.4% |
| 30D | +8.9% | +21.1% | -12.3% | +0.5% |
| 3M | +0.5% | +28.9% | -28.4% | -10.2% |
| 6M | +20.7% | +42.0% | -21.4% | +1.6% |
| YTD | +40.0% | -6.6% | +46.6% | +40.2% |
| 1Y | +34.4% | -9.1% | +43.5% | +36.2% |
| 3Y | +149.5% | +1.8% | +147.6% | +131.8% |
| 5Y | +205.6% | -22.9% | +228.5% | +215.7% |
| All | +1,135.8% | +183.6% | +952.2% | +594.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling